207 citations
- Laboratoire de Mathématiques Blaise PascalFR17 papers
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math.PR2013★ 1 cited
Random truncations of Haar distributed matrices and bridges
Catherine Donati-Martin, Alain Rouault
Let be a Haar distributed matrix in or . In a previous paper, we proved that after centering, the two-parameter process \[T^{(n)} (s,t) = \sum_{i…
math.PR2013
Limit theorems for orthogonal polynomials related to circular ensembles
Joseph Najnudel, Ashkan Nikeghbali, Alain Rouault
For a natural extension of the circular unitary ensemble of order n, we study as n tends to infinity, the asymptotic behavior of the sequence of orthogonal polynomials with respect…